When you d/loaded Jukebox, it made itself the default player for the file types it can play. It's no big deal, you can just change it back.

Open the folder with your files in it(in windows, not LW). Now right click a file and click on Properties > then click on "Change" > choose Windows Media Player from the list > click OK > Apply > OK. Do that for each file type you want to change.

See: Setting Default video app

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If it ain't broke, fix it till it is!